Live OPTIONS Time & Sales data

[uth]

Hello,

I am new to ET. I have been using the trial version of Livevol Pro from CBOE and they provide the option time & sales data (since it is trial - it is delayed 15 mins). Their live version is 300$/month. Lightspeed also provides Livevol Pro but they don't have the "Trades & Quotes" section - This section (for those who don't know) will provide the individual trade details - bid size, ask size - on each exchange - there you will know if the options were sold or bought.

Does anyone know any software which can provide this info? Best case would be to get the data into excel - but worst case - does any platform or provider give this info. Please help.

Thanks,
Uth

 

[tommcginnis]

IB's TWS, and I believe ToS, can offload a .csv file, though it's not in real time.
But there are APIs that can take that over, if needed.

 

[uth]

Thanks tommcginnis. I checked the IB TWS trial version (not sure if this is limited to trial version) - But on the time & sales module for an option - all it shows is the UPtick and Downtick details - meaning if an option was last sold for 2$ and the next sale price was 2.1$ then it shows in Green. If the next trade is sold for 1.85$ then it shows in Red. Not exactly what I am looking for.

I checked https://marketchameleon.com/Overview/SPY/OptionChain/ and Livevol pro/core softwares - they show green if the option was traded on the ASK price and Red if the option was traded for BID price - technically meaning - bought or sold.

I am looking that kind of data.

But LiveVol is 300$/month for the online version...pretty costly for my level. Uploaded both screenshots.

Any help...really appreciated.

 

[ajacobson]

Chicken shit vs. Chicken salad. Livevol's cost is well worth it, but as you point out small accounts just won't be able to afford it. A great many of the "option experts" are just carping from Livevol's resources. It's the gold standard at that level.
You are comparing a slightly massaged OPRA quote with a genuine analytical system

 

[Robert Morse]

Thanks tommcginnis. I checked the IB TWS trial version (not sure if this is limited to trial version) - But on the time & sales module for an option - all it shows is the UPtick and Downtick details - meaning if an option was last sold for 2$ and the next sale price was 2.1$ then it shows in Green. If the next trade is sold for 1.85$ then it shows in Red. Not exactly what I am looking for.

I checked https://marketchameleon.com/Overview/SPY/OptionChain/ and Livevol pro/core softwares - they show green if the option was traded on the ASK price and Red if the option was traded for BID price - technically meaning - bought or sold.

I am looking that kind of data.

But LiveVol is 300$/month for the online version...pretty costly for my level. Uploaded both screenshots.

Any help...really appreciated.

We offer LVX for free with accounts at IB. By summer I expect we can offer LVX with accounts at Wedbush. Email me if you want a demo. https://www.lightspeed.com/trading-platforms/livevol-x/

Bob

 

[uth]

Chicken shit vs. Chicken salad. Livevol's cost is well worth it, but as you point out small accounts just won't be able to afford it. A great many of the "option experts" are just carping from Livevol's resources. It's the gold standard at that level.
You are comparing a slightly massaged OPRA quote with a genuine analytical system

Yes.. was trying to see if anyone else like Quotestream provides this info.

 

[uth]

We offer LVX for free with accounts at IB. By summer I expect we can offer LVX with accounts at Wedbush. Email me if you want a demo. https://www.lightspeed.com/trading-platforms/livevol-x/

Bob

I actually tried Lightspeed too. Now that LiveVol X is bought by Sterling Trading Tech - I believe you don't have the Trade & Quotes section in Time & Sales module. Previously I saw that option (See attached). Also, CBOE Livevol was offering multiple screens for options & time & Sales at the same time in a week's time - this feature will be available in LiveVol Pro it seems.

Do you have any of these functionalities in Lightspeed's LiveVol version?

 

[Robert Morse]

I actually tried Lightspeed too. Now that LiveVol X is bought by Sterling Trading Tech - I believe you don't have the Trade & Quotes section in Time & Sales module. Previously I saw that option (See attached). Also, CBOE Livevol was offering multiple screens for options & time & Sales at the same time in a week's time - this feature will be available in LiveVol Pro it seems.

Do you have any of these functionalities in Lightspeed's LiveVol version?

If you can email me this question, I can forward to our LVX support team and get an answer.